| Presentation | 1998/10/14 Credit Risk Manegement by Using Decision Tree with Region Rules Yasuhiko Morimoto, Takeshi Fukuda, Hirofumi Matsuzawa, |
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| PDF Download Page | PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | Estimating risk of default is one of the most important issue of the credit risk management in financial community. The authors constructed a decision tree that discreminates between risky and safe companies by using financial statements and estimate the credit risk using the tree model. Financial data contain many numeric attributes that are correlated with each other. However, conventional data mining techniques cannot handle correlations well. In this paper, we point out the importance of handling correlations in mining financial data, and propose a region rules for handling correlations. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Data Mining / Decision Tree / Financial Statements Analysis / Credit Risk |
| Paper # | DE98-13 |
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| Conference Information | |
| Committee | DE |
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| Conference Date | 1998/10/14(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | |
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| Paper Information | |
| Registration To | Data Engineering (DE) |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Credit Risk Manegement by Using Decision Tree with Region Rules |
| Sub Title (in English) | |
| Keyword(1) | Data Mining |
| Keyword(2) | Decision Tree |
| Keyword(3) | Financial Statements Analysis |
| Keyword(4) | Credit Risk |
| 1st Author's Name | Yasuhiko Morimoto |
| 1st Author's Affiliation | IBM Japan, Tokyo Research Laboratory() |
| 2nd Author's Name | Takeshi Fukuda |
| 2nd Author's Affiliation | IBM Japan, Tokyo Research Laboratory |
| 3rd Author's Name | Hirofumi Matsuzawa |
| 3rd Author's Affiliation | IBM Japan, Tokyo Research Laboratory |
| Date | 1998/10/14 |
| Paper # | DE98-13 |
| Volume (vol) | vol.98 |
| Number (no) | 316 |
| Page | pp.pp.- |
| #Pages | 8 |
| Date of Issue | |